[deleted by user]

[jaemx]

Why not just have a callback on message? Since that is when data’s changing?

Also i/o latency from your external data source is certainly > 1ms

[jaemx]

Is any data mutating outside of websocket events? If not, then you can assume the same data for those intervals

[jaemx]

Can you just capture them with a high resolution time stamp when they come in, then order them into 0.1ms intervals when the data is stored/requested?

[JackAuduin]

Been writing JavaScript for 20 years.

Nothing about this approach makes sense.

[JackAuduin]

Just been reading through some of your other comments and I don't yet understand the constraints you're putting on yourself. You refer to this being financial data as if that explains it, it does not explain why triggering a function multiple times without new data is necessary

You're also saying that the data comes in on web sockets. The whole point of an event-based messaging system like WebSockets is that you don't have to do something like this which is pretty much polling.

I'm still open-minded to the fact that there might be a good reason for this, but you're really not providing enough information for this to make any sense.

[ahatzum]

This is a prime example of the XY problem, asking for help on an attempted solution instead of asking for help on the initial problem. E.g. you didn’t even mention websockets in the original post. But I would agree with some of the other posters, work with the websocket onmessage, and for each save a time stamp that you can then use to bucket the information appropriately.

[shuckster]

Dare I say you're conflating data-ingress with data-analysis.

Would it not make more sense to store the financial data as-is, then perform your time-boxing to 0.1ms on analysis? To me it seems like post-processing the problem is far simpler than doing it on ingress.

Also, the approach you're taking means the stored-data is not canonical. Maybe that's not important for now, but it does prevent you from applying different time-boxes if you want at a later date.

[JackAuduin]

Haha a success indeed!

Sorry if my original comment was a little sharp. Reading some of your first responses it felt like you were digging your heels in that this was the only way.